Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723): Difference between revisions

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+Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
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+Approximate Normality of Generalized Least Squares Estimates
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+Approximate Power Functions for Some Robust Tests of Regression Coefficients
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+Consistent nonparametric regression. Discussion
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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